Category: Market Strategies

02 Jun 2020
Markets, RCM Alternatives, Asset Class

Asset Class Scoreboard: May 2020

Commodities were the story of May — doing a full 180,  reversing from double-digit loses to posting double-digit returns on the back of Crude Oil rallying from its dip into negative territory. But both US Stocks and World Stocks continuing their bounce off the lows was a close second billing – with US Stocks back […]

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27 May 2020

The Great Tail Risk Debate

In case you missed it this weekend, there was a big debate/mudslinging argument going on between alternative investing titans Nassim Taleb and Cliff Asness on Twitter over the long weekend. The quick summary was Asness of AQR fame essentially saying Tail Risk funds such as Taleb’s are dumb, and while work every now and then, […]

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15 May 2020

Uncovering the Known Unknowns of the Pandemic

In today’s episode, we have a little different structure and three unique guests to bring a fresh twist on The Derivative podcast. Blu Putnam of the CME Group, Rodrigo Gordillo of ReSolve Asset Management, and Dan Deering of Teza Technologies join us to discuss the economic & strategy impacts of the COVID-19 pandemic. Listening today […]

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05 May 2020

3 REALISTIC WAYS TO PLAY A BOUNCE IN OIL

When #crudeoil and $USO are trending on Twitter – you know it’s something more than just some 5% move or so; AND it’s about the exact same time we’re getting calls from people asking the best way to invest in crude oil and the best way to profit from crude oil eventually rebounding. Chances are, […]

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30 Apr 2020

Texas Trend Following with Salem Abraham

Salem Abraham is a bit of a legend in the trend following/managed futures space. His 30+ years of experiences make for some of the best stories in the industry (and one of our most entertaining guests to date). It’s safe to say this new episode is filled with all sorts of gems, from trend following […]

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26 Apr 2020

Valuing VIX and Volatility with Joe Tigay

VIX and volatility are buzz words that every trader knows, thinks about, and maybe even utilizes. But VIX and volatility are subjects to not be taken too lightly – experts like Joe Tigay of Equity Armor Investments have spent years and years perfecting an understanding of the VIX curve, skew, and timing to get in […]

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15 Apr 2020

March Manager Performance Snapshot

Commodity  Program  Last Month  YTD Minimum Cayler CapitalQ 14.94% 18.72% 125K Red Rock Commodity Long Short 13.16% 25.15% 500K Jaguar AegirQ  9.14% 10.79% 1MM Aquantum Commodity 3.58% 7.87% 5MM Aquantum EnergyQ 2.20% 7.46% 5MM Emil Van Essen SpreadQ  -1.17% -15.66% 5MM Auspice Short TermQ -1.27% 0.17% 5MM Caerus Group Oil Futures Trading Program -1.64% -18.06% 200K […]

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13 Apr 2020

The Principles of VIX Trading

The early world of VIX trading can be closely likened to the wild, wild West – or as some say – fun. Competition was lower, there were less algos and AI integration, and overall had lower volume and liquidity. And now – the VIX is an established and globally recognized gauge of U.S. equity market […]

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